+7,236.4%
CB vs ROP
+15,818.9%
-8,582.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.0% | -2.9% | +1.9% | -0.1% |
| 30D | +7.3% | +30.1% | -22.7% | -0.9% |
| 3M | +7.0% | +19.9% | -12.9% | +1.1% |
| 6M | +16.3% | +46.0% | -29.7% | +3.4% |
| YTD | +19.7% | +8.4% | +11.4% | +15.5% |
| 1Y | +27.8% | +8.8% | +19.0% | +23.1% |
| 3Y | +72.0% | -5.6% | +77.7% | +71.8% |
| 5Y | +104.9% | +3.0% | +101.9% | +98.0% |
| 10Y | +246.7% | +184.0% | +62.7% | +151.2% |
| All | +7,236.4% | +15,818.9% | -8,582.5% | +2,925.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling